Fair point. Malware can tunnel through existing comms, thus firewalling the exe would do little to protect you.
That’s why I recommended a multilayered defense and practicing good opsec.
An exe that installs a service, modifies unrelated executables, and sends comms through an unrelated application would be a catastrophic failure in any good defense.
If your system is this wide open then you’ll be likely to have all sorts of problems from non pirated software. Such as freeware that installs adware.
I have tried to find these in the wild to no avail.